pca.py

from numpy import *

def loadDataSet(filename, delim='\t'):
    fr=open(filename)
    stringArr=[line.strip().split(delim) for line in fr.readlines()]
    datArr=[map(float,line) for line in stringArr]
    return mat(datArr)


def pca(dataMat, topNfeat=9999999):
    meanVals = mean(dataMat, axis=0)
    meanRemoved=dataMat-meanVals
    covMat=cov(meanRemoved, rowvar=0)
    eigVals, eigVects = linalg.eig(mat(covMat))
    eigValInd=argsort(eigVals)
    eigValInd=eigValInd[:-(topNfeat+1):-1]
    redEigVects=eigVects[:,eigValInd]
    lowDDataMat=meanRemoved*redEigVects
    reconMat=(lowDDataMat*redEigVects.T)+meanVals
    return lowDDataMat, reconMat